time open high low close Volume return_percent year \
0 2011-08-18 10.90 10.90 10.90 10.90 0.489908 0.000000 2011
1 2011-08-19 11.85 11.85 11.15 11.69 1.926578 -1.350211 2011
2 2011-08-20 11.70 11.70 11.70 11.70 0.085470 0.000000 2011
3 2011-08-21 11.70 11.70 11.70 11.70 0.085470 0.000000 2011
4 2011-08-22 11.70 11.70 11.70 11.70 0.028632 0.000000 2011
cycle_year
0 Year3
1 Year3
2 Year3
3 Year3
4 Year3
time open high low close Volume \
4978 2025-05-07 96815.0 97717.0 95823.0 97054.0 1333.272379
4979 2025-05-08 97059.0 104159.0 96907.0 103261.0 2303.463144
4980 2025-05-09 103234.0 104332.0 102350.0 102991.0 1336.085909
4981 2025-05-10 102992.0 104985.0 102845.0 104809.0 624.265066
4982 2025-05-11 104809.0 104958.0 103369.0 104116.0 404.717758
return_percent year cycle_year
4978 0.246863 2025 Year1
4979 6.389928 2025 Year1
4980 -0.235388 2025 Year1
4981 1.764215 2025 Year1
4982 -0.661203 2025 Year1
time open high low close Volume return_percent year \
0 2011-08-18 10.90 10.90 10.90 10.90 0.489908 0.000000 2011
1 2011-08-19 11.85 11.85 11.15 11.69 1.926578 -1.350211 2011
2 2011-08-20 11.70 11.70 11.70 11.70 0.085470 0.000000 2011
3 2011-08-21 11.70 11.70 11.70 11.70 0.085470 0.000000 2011
4 2011-08-22 11.70 11.70 11.70 11.70 0.028632 0.000000 2011
cycle_year
0 Year3
1 Year3
2 Year3
3 Year3
4 Year3
time open high low close Volume \
4916 2025-03-06 90590.0 92790.0 87835.0 89918.0 2169.689725
4917 2025-03-07 89922.0 91277.0 84713.0 86759.0 3286.780155
4918 2025-03-08 86754.0 86861.0 85190.0 86192.0 579.749111
4919 2025-03-09 86204.0 86469.0 80000.0 80708.0 1710.183049
4920 2025-03-10 80728.0 84007.0 77393.0 78561.0 2977.792688
return_percent year cycle_year
4916 -0.741804 2025 Year1
4917 -3.517493 2025 Year1
4918 -0.647809 2025 Year1
4919 -6.375574 2025 Year1
4920 -2.684323 2025 Year1
Best Win Rate Strategies for May 11: LONG Position: Hold for 9 days until May 20 Expected return: +2.49%, Win rate: 76.9% Based on 13 historical instances over 13 years SHORT Position: Hold for 1 days until May 12 Expected return: -1.56%, Win rate: 61.5% (for price going down) Based on 13 historical instances over 13 years
Analysis includes 330 periods from 15 years Median Returns by Half-Month (Sorted): 1. 2H_October: 8.60% (n=14) 2. 1H_February: 5.59% (n=14) 3. 1H_March: 5.42% (n=14) 4. 2H_November: 5.13% (n=14) 5. 2H_July: 4.82% (n=13) 6. 2H_February: 4.67% (n=14) 7. 2H_April: 4.63% (n=14) 8. 1H_January: 3.90% (n=14) 9. 1H_April: 3.26% (n=14) 10. 1H_November: 3.18% (n=14) 11. 1H_October: 2.92% (n=14) 12. 2H_May: 1.88% (n=13) 13. 2H_March: 1.14% (n=14) 14. 2H_January: 1.03% (n=14) 15. 1H_July: 0.58% (n=13) 16. 2H_September: 0.49% (n=14) 17. 1H_December: 0.43% (n=14) 18. 1H_August: 0.32% (n=13) 19. 1H_May: 0.29% (n=14) 20. 2H_June: -0.08% (n=13) 21. 1H_June: -0.10% (n=13) 22. 1H_September: -0.94% (n=14) 23. 2H_December: -2.92% (n=14) 24. 2H_August: -3.19% (n=14)
Analysis includes 81 periods from 4 years matching cycle Year 1 Median Returns by Half-Month (Sorted): 1. 2H_November: 36.38% (n=3) 2. 1H_October: 31.29% (n=3) 3. 2H_July: 30.12% (n=3) 4. 1H_February: 18.97% (n=4) 5. 2H_May: 17.39% (n=3) 6. 1H_March: 14.25% (n=4) 7. 2H_April: 13.96% (n=4) 8. 2H_August: 13.94% (n=3) 9. 1H_November: 13.36% (n=3) 10. 1H_August: 13.35% (n=3) 11. 2H_October: 13.20% (n=3) 12. 2H_January: 9.59% (n=4) 13. 1H_January: 7.46% (n=4) 14. 2H_February: 6.05% (n=4) 15. 1H_June: 5.52% (n=3) 16. 1H_April: 4.48% (n=4) 17. 2H_March: 1.77% (n=4) 18. 2H_September: 0.71% (n=3) 19. 1H_September: -1.99% (n=3) 20. 1H_May: -5.80% (n=4) 21. 1H_July: -9.16% (n=3) 22. 2H_June: -9.96% (n=3) 23. 1H_December: -14.29% (n=3) 24. 2H_December: -15.08% (n=3)
| half_month | return_mean | return_median | count | years_spanned | rank | rank_norm | |
|---|---|---|---|---|---|---|---|
| 0 | 2H_November | 65.894338 | 36.381546 | 3 | 3 | 1 | 0.000000 |
| 1 | 1H_November | 39.815261 | 13.362262 | 3 | 3 | 2 | 0.043478 |
| 2 | 1H_October | 28.340994 | 31.289455 | 3 | 3 | 3 | 0.086957 |
| 3 | 2H_April | 27.079617 | 13.958803 | 4 | 4 | 4 | 0.130435 |
| 4 | 2H_July | 26.623236 | 30.121434 | 3 | 3 | 5 | 0.173913 |
| 5 | 2H_March | 23.359985 | 1.765370 | 4 | 4 | 6 | 0.217391 |
| 6 | 1H_August | 19.728072 | 13.350813 | 3 | 3 | 7 | 0.260870 |
| 7 | 1H_February | 19.507309 | 18.968256 | 4 | 4 | 8 | 0.304348 |
| 8 | 2H_October | 18.409213 | 13.200221 | 3 | 3 | 9 | 0.347826 |
| 9 | 1H_March | 17.101333 | 14.246913 | 4 | 4 | 10 | 0.391304 |
| 10 | 2H_August | 14.904269 | 13.941550 | 3 | 3 | 11 | 0.434783 |
| 11 | 2H_January | 13.472003 | 9.592011 | 4 | 4 | 12 | 0.478261 |
| 12 | 1H_December | 12.899921 | -14.292177 | 3 | 3 | 13 | 0.521739 |
| 13 | 2H_May | 10.652228 | 17.391703 | 3 | 3 | 14 | 0.565217 |
| 14 | 1H_January | 6.680892 | 7.463209 | 4 | 4 | 15 | 0.608696 |
| 15 | 2H_February | 5.186591 | 6.052752 | 4 | 4 | 16 | 0.652174 |
| 16 | 2H_September | 2.866668 | 0.709955 | 3 | 3 | 17 | 0.695652 |
| 17 | 1H_April | -1.005480 | 4.480056 | 4 | 4 | 18 | 0.739130 |
| 18 | 1H_May | -1.818138 | -5.801529 | 4 | 4 | 19 | 0.782609 |
| 19 | 1H_June | -2.967880 | 5.522169 | 3 | 3 | 20 | 0.826087 |
| 20 | 2H_June | -7.018780 | -9.956753 | 3 | 3 | 21 | 0.869565 |
| 21 | 1H_September | -7.213268 | -1.985927 | 3 | 3 | 22 | 0.913043 |
| 22 | 1H_July | -8.115748 | -9.158832 | 3 | 3 | 23 | 0.956522 |
| 23 | 2H_December | -13.704110 | -15.079236 | 3 | 3 | 24 | 1.000000 |
Half-Month All-Time High Rankings: Rank Period ATH Count % of Days Unique Years ------------------------------------------------------------ 1 November_2H 27 12.98% 5 2 November_1H 23 11.11% 4 3 March_1H 16 7.62% 4 4 February_2H 14 7.53% 3 5 February_1H 14 6.67% 2 6 December_2H 13 5.83% 3 7 December_1H 11 5.29% 3 8 April_1H 9 4.29% 2 9 May_1H 8 3.94% 1 <-- WE ARE HERE 10 August_1H 8 4.10% 1 11 March_2H 8 3.57% 1 12 May_2H 7 3.37% 1 <-- NEXT 13 January_2H 6 2.68% 2 14 January_1H 6 2.90% 1 15 August_2H 6 2.78% 3 16 October_2H 5 2.29% 2 17 June_1H 3 1.54% 1 18 October_1H 2 0.97% 1 19 September_1H 2 0.98% 1 20 April_2H 1 0.48% 1 21 July_1H 0 0.00% 0 22 July_2H 0 0.00% 0 23 June_2H 0 0.00% 0 24 September_2H 0 0.00% 0 Total All-Time Highs: 189 Current Period: May_1H (Rank #9)
Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2020 (Cycle Year 4): +303.87% 2012 (Cycle Year 4): +164.80% 2023 (Cycle Year 3): +154.34% 2016 (Cycle Year 4): +122.74% 2024 (Cycle Year 4): +111.33% 2019 (Cycle Year 3): +87.48% 2021 (Cycle Year 1): +57.18% 2015 (Cycle Year 3): +37.31% 2014 (Cycle Year 2): -57.44% 2011 (Cycle Year 3): -57.98% 2022 (Cycle Year 2): -65.41% 2018 (Cycle Year 2): -72.53% Average Year-End Return: +536.71% Median Year-End Return: +111.33% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years Cycle Year 2 (years: 2014, 2022, 2018): Average: -65.12% Sample size: 3 years Cycle Year 3 (years: 2023, 2019, 2015, 2011): Average: +55.29% Sample size: 4 years Cycle Year 4 (years: 2020, 2012, 2016, 2024): Average: +175.69% Sample size: 4 years
Bitcoin Period Performance Analysis Current date: 2025-05-10 Current cycle year: 1 Using all cycle years Including current cycle: True Sorting by: median ================================================== 1-Month Period Performance Rankings: | 1-Month Period | Average % Change | Median % Change | % Higher | Current | C1 Avg | C2 Avg | C3 Avg | C4 Avg | |:-----------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------| | July | 11.9% | 16.3% | 69.2% | | 19.4% | 11.4% | 0.4% | 15.2% | | October | 14.7% | 14.6% | 71.4% | | 44.7% | -3.4% | 8.1% | 12.5% | | February | 10.9% | 11.6% | 64.3% | | 26.1% | -2.1% | 6.5% | 8.7% | | November | 39.7% | 10.5% | 64.3% | | 165.0% | -12.5% | -0.1% | 24.7% | | May | 10.9% | 6.9% | 61.5% | ✓ | 13.1% | 0.5% | 18.9% | 11.1% | | April | 9.3% | 5.2% | 64.3% | | 16.8% | 3.5% | 8.6% | 6.7% | | December | 7.3% | 2.3% | 50.0% | | -4.7% | -9.4% | 14.6% | 21.6% | | June | 0.8% | 1.6% | 53.8% | | -10.9% | -15.5% | 18.9% | 8.3% | | January | 3.6% | 1.3% | 50.0% | | 18.1% | -12.5% | -0.8% | 4.3% | | March | 9.4% | -3.0% | 42.9% | | 45.0% | -18.0% | 7.5% | -4.2% | | September | -5.2% | -5.8% | 35.7% | | -8.6% | -9.8% | -12.1% | 7.7% | | August | 2.7% | -7.7% | 30.8% | | 41.4% | -13.8% | -12.8% | -2.4% | -------------------------------------------------- Color Key: ≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20% 2-Month Period Performance Rankings: | 2-Month Period | Average % Change | Median % Change | % Higher | Current | C1 Avg | C2 Avg | C3 Avg | C4 Avg | |:------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------| | November-December | 39.2% | 27.1% | 64.3% | | 114.6% | -20.7% | 16.6% | 50.0% | | October-November | 77.8% | 19.7% | 64.3% | | 308.3% | -17.6% | 12.5% | 41.9% | | September-October | 10.6% | 19.0% | 71.4% | | 37.4% | -13.1% | 1.1% | 17.9% | | June-July | 10.4% | 11.3% | 69.2% | | 2.6% | -8.9% | 18.0% | 25.2% | | February-March | 33.2% | 10.2% | 64.3% | | 109.7% | -16.5% | 15.6% | 7.2% | | April-May | 21.1% | 10.0% | 61.5% | | 32.6% | 3.2% | 31.7% | 18.1% | | May-June | 14.7% | 8.5% | 69.2% | ✓ | 4.8% | -12.9% | 41.5% | 22.9% | | December-January | 13.6% | 7.6% | 64.3% | | -18.1% | -7.9% | 23.1% | 44.0% | | July-August | 15.6% | 4.3% | 53.8% | | 62.7% | -3.4% | -11.8% | 15.1% | | March-April | 24.6% | 2.4% | 57.1% | | 85.2% | -17.1% | 17.8% | 0.5% | | January-February | 16.6% | 0.1% | 50.0% | | 54.1% | -20.0% | 6.4% | 14.3% | | August-September | 0.6% | -8.8% | 38.5% | | 33.0% | -21.5% | -15.1% | 4.4% | -------------------------------------------------- Color Key: ≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20% 3-Month Period Performance Rankings: | 3-Month Period | Average % Change | Median % Change | % Higher | Current | C1 Avg | C2 Avg | C3 Avg | C4 Avg | |:---------------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------| | October-November-December | 72.8% | 30.0% | 57.1% | | 229.3% | -24.9% | 28.2% | 73.3% | | September-October-November | 72.3% | 27.7% | 64.3% | | 291.9% | -26.7% | 6.9% | 47.2% | | November-December-January | 46.2% | 26.4% | 78.6% | | 103.7% | -22.1% | 23.3% | 77.4% | | May-June-July | 24.2% | 23.1% | 69.2% | ✓ | 20.4% | -9.3% | 38.9% | 41.0% | | December-January-February | 30.0% | 17.5% | 57.1% | | -23.8% | -1.6% | 34.7% | 89.5% | | August-September-October | 23.0% | 15.0% | 69.2% | | 100.1% | -24.2% | 5.1% | 14.0% | | February-March-April | 54.6% | 12.3% | 64.3% | | 172.6% | -15.0% | 26.9% | 9.6% | | March-April-May | 35.2% | 10.6% | 69.2% | | 110.9% | -16.4% | 42.8% | 11.3% | | April-May-June | 26.1% | 7.0% | 61.5% | | 24.2% | -9.8% | 57.9% | 30.7% | | June-July-August | 13.4% | 2.8% | 53.8% | | 41.4% | -21.1% | 3.9% | 25.6% | | July-August-September | 13.8% | 1.0% | 61.5% | | 53.1% | -11.3% | -13.9% | 23.8% | | January-February-March | 52.1% | -3.2% | 42.9% | | 180.5% | -31.0% | 18.8% | 11.1% | -------------------------------------------------- Color Key: ≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20% 6-Month Period Performance Rankings: | 6-Month Period | Average % Change | Median % Change | % Higher | Current | C1 Avg | C2 Avg | C3 Avg | C4 Avg | |:-------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------| | September-February | 85.0% | 69.0% | 64.3% | | 139.7% | -26.3% | 44.0% | 168.4% | | October-March | 124.7% | 52.9% | 71.4% | | 103.3% | -8.9% | 51.8% | 313.9% | | December-May | 112.2% | 51.2% | 69.2% | | -36.4% | 42.5% | 49.9% | 413.7% | | August-January | 104.4% | 43.3% | 61.5% | | 333.1% | -39.8% | 21.5% | 103.2% | | July-December | 127.4% | 43.2% | 69.2% | | 426.4% | -35.2% | 24.4% | 102.2% | | June-November | 109.0% | 42.4% | 69.2% | | 379.0% | -43.2% | 32.5% | 77.9% | | November-April | 135.9% | 40.2% | 71.4% | | 40.3% | -0.5% | 38.0% | 407.6% | | May-October | 55.5% | 34.3% | 76.9% | ✓ | 147.7% | -34.6% | 43.3% | 63.0% | | January-June | 78.6% | 32.2% | 69.2% | | 247.8% | -41.9% | 82.8% | 38.8% | | February-July | 73.3% | 25.3% | 76.9% | | 199.0% | -27.4% | 80.7% | 49.2% | | March-August | 58.6% | 9.7% | 53.8% | | 183.8% | -35.4% | 50.2% | 41.6% | | April-September | 42.7% | -3.2% | 46.2% | | 98.1% | -26.5% | 30.4% | 62.2% | -------------------------------------------------- Color Key: ≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20%
Using synthetic data for demonstration
weekday weekday_name avg_gain_pct std_gain_pct total_days \ 0 0 Monday 0.535037 4.004729 540 1 1 Tuesday 0.105019 3.645714 539 2 2 Wednesday 0.245725 3.943206 539 3 3 Thursday 0.121898 4.393183 540 4 4 Friday 0.310480 3.609852 540 5 5 Saturday 0.212510 2.825695 540 6 6 Sunday 0.029678 2.873998 540 positive_days negative_days pct_positive_days min_gain_pct max_gain_pct 0 286 253 52.962963 -16.073072 19.413481 1 279 260 51.762523 -16.163856 18.522326 2 279 260 51.762523 -24.492313 16.669621 3 269 271 49.814815 -39.146637 26.904317 4 297 243 55.000000 -16.191363 16.637404 5 299 241 55.370370 -11.922514 14.472415 6 270 270 50.000000 -11.211656 12.981584
C:\Users\Chris\AppData\Local\Temp\ipykernel_20452\2185371120.py:366: UserWarning: This figure includes Axes that are not compatible with tight_layout, so results might be incorrect. fig.tight_layout(rect=[0, 0.03, 1, 0.97])
Returns after 93rd Percentile ATH Signal: Signal Date 30d Return (%) 90d Return (%) 180d Return (%) \ 0 2013-03-31 45.48 -7.46 32.03 1 2013-11-30 -34.23 -50.88 -48.89 2 2017-06-30 11.23 69.74 523.20 3 2017-12-31 -28.16 -50.08 -55.30 4 2021-01-31 46.39 74.56 27.44 5 2024-12-31 12.16 -11.61 NaN 0 Average 8.81 4.04 95.70 1 Median 11.70 -9.54 27.44 2 % Positive 66.67 33.33 50.00 365d Return (%) 0 373.04 1 -66.33 2 159.00 3 -73.39 4 16.14 5 NaN 0 81.69 1 16.14 2 50.00
Running forward returns and drawdowns analysis...
Generating detailed log price chart analysis... Current rolling 30-day return: 24.86% (as of 2025-05-11) Looking for instances within range: 23.86% to 25.86% Found 35 non-overlapping instances Summary Statistics for Forward Returns: +30 Days Forward Return: Average: 9.56% Median: 1.85% Min: -51.61% Max: 81.60% % Positive: 51.4% +90 Days Forward Return: Average: 71.21% Median: 22.55% Min: -60.00% Max: 759.05% % Positive: 65.7% +180 Days Forward Return: Average: 157.06% Median: 52.16% Min: -61.10% Max: 820.33% % Positive: 62.9% +365 Days Forward Return: Average: 527.34% Median: 125.60% Min: -77.60% Max: 5922.38% % Positive: 77.1% Breakdown by Cycle Year: Year1 (10 instances): +30d: Avg=15.41%, Median=3.45%, %Pos=50.0% +90d: Avg=197.35%, Median=112.35%, %Pos=80.0% +180d: Avg=337.45%, Median=239.22%, %Pos=70.0% +365d: Avg=824.59%, Median=437.58%, %Pos=70.0% Year2 (6 instances): +30d: Avg=-13.54%, Median=-16.95%, %Pos=16.7% +90d: Avg=-29.68%, Median=-36.96%, %Pos=16.7% +180d: Avg=-37.31%, Median=-38.15%, %Pos=0.0% +365d: Avg=-31.09%, Median=-43.88%, %Pos=33.3% Year3 (8 instances): +30d: Avg=8.34%, Median=2.31%, %Pos=62.5% +90d: Avg=20.07%, Median=17.87%, %Pos=62.5% +180d: Avg=34.12%, Median=47.91%, %Pos=62.5% +365d: Avg=84.16%, Median=103.59%, %Pos=87.5% Year4 (11 instances): +30d: Avg=18.25%, Median=16.56%, %Pos=63.6% +90d: Avg=60.24%, Median=27.72%, %Pos=81.8% +180d: Avg=204.91%, Median=90.33%, %Pos=90.9% +365d: Avg=911.05%, Median=356.45%, %Pos=100.0%
=============== ANALYSIS SUMMARY =============== Current 30-day return: 24.86% Number of similar historical instances found: 35 Optimal holding period: 355 days % Positive: 79.41% Average return: 583.49% Filtering analysis to cycle years: Year1 Running forward returns and drawdowns analysis... Filtered data to include only cycle years: ['Year1'] Remaining data points: 1226
Generating detailed log price chart analysis... Filtered data to include only cycle years: ['Year1'] Remaining data points: 1226 Current rolling 30-day return: 24.86% (as of 2025-05-11) Filtered to cycle years: Year1 Looking for instances within range: 23.86% to 25.86% Found 10 non-overlapping instances Summary Statistics for Forward Returns: +30 Days Forward Return: Average: 6.66% Median: 2.83% Min: -28.46% Max: 36.32% % Positive: 50.0% +90 Days Forward Return: Average: 129.99% Median: 67.08% Min: -35.26% Max: 759.05% % Positive: 80.0% +180 Days Forward Return: Average: 323.98% Median: 239.22% Min: -18.88% Max: 820.33% % Positive: 70.0% +365 Days Forward Return: Average: 613.47% Median: 496.04% Min: -20.01% Max: 1281.45% % Positive: 70.0%
=============== ANALYSIS SUMMARY =============== Current 30-day return: 24.86% Number of similar historical instances found: 10 Analysis filtered to cycle years: Year1 Optimal holding period: 250 days % Positive: 88.89% Average return: 366.72%